FRB: July 2006 Statistical Supplement--U.S. Government Securities Dealers, Positions and Financing

Statistical Supplement | July 2006

Statistical Supplement to the Federal Reserve Bulletin, July 2006

1.43 U.S. Government Securities Dealers, Positions and Financing¹
Item, by type of security		2006			2006, week ending
Millions of dollars
Item, by type of security		Jan	Feb	Mar	Mar 1	Mar 8	Mar 15	Mar 22	Mar 29	Apr 5	Apr 12	Apr 19
		Net outright positions²
1	U.S. Treasury bills	-5,489	5,112	24,677	13,434	23,681	23,556	27,570	25,173	25,853	34,278	12,350
	Treasury coupon securities by maturity
2	Three years or less	-42,542	-43,332	-44,588	-44,624	-40,761	-48,088	-44,164	-46,856	-39,253	-34,893	-36,500
3	More than three years but less than or equal to six years	-41,375	-42,274	-43,369	-44,006	-43,144	-46,342	-43,547	-40,644	-42,351	-41,596	-42,011
4	More than six but less than or equal to eleven years	-37,597	-38,827	-38,157	-36,537	-40,391	-36,638	-36,362	-38,110	-42,913	-43,256	-42,139
5	More than eleven	-11,375	-10,106	-13,065	-10,157	-12,699	-13,505	-14,066	-12,903	-11,326	-12,692	-13,791
6	Inflation-protected	288	561	714	-559	1,057	655	686	608	823	964	-58

	Federal agency and government-sponsored enterprises
7	Discount notes	49,293	47,983	45,384	51,803	49,003	45,283	45,547	41,277	43,667	50,212	44,689
	Coupon securities, by maturity
8	Three years or less	29,611	36,566	38,264	36,656	38,217	41,022	38,440	35,695	37,962	37,843	39,681
9	More than three years but less than or equal to six years	12,072	12,586	15,842	13,605	16,526	15,837	16,401	15,487	13,875	14,396	16,087
10	More than six but less than or equal to eleven years	599	1,227	-128	643	-748	-58	113	-255	1,019	2,257	2,115
11	More than eleven	5,359	5,111	5,852	5,150	5,359	5,826	5,918	6,223	6,497	6,508	6,538

12	Mortgage-backed	11,971	17,012	24,950	28,545	23,246	14,158	30,794	30,961	25,399	12,397	28,344

	Corporate securities
13	One year or less	39,449	38,735	38,623	40,234	36,972	46,027	37,433	33,624	39,350	44,365	45,054
14	More than one year	148,898	136,286	140,670	139,650	136,527	132,929	138,400	152,555	149,129	150,059	147,505
		Financing³
	Securities in, U.S. Treasury
15	Overnight and continuing	1,182,966	1,234,150	1,199,134	1,252,389	1,215,888	1,185,692	1,201,436	1,194,688	1,168,417	1,157,201	1,206,527
16	Term	1,098,745	1,185,052	1,285,065	1,140,416	1,238,073	1,277,214	1,374,883	1,342,590	1,033,633	1,089,638	1,064,843
	Federal agency and government-sponsored enterprises
17	Overnight and continuing	158,404	156,424	161,713	152,865	164,490	154,650	163,078	161,575	176,851	164,808	164,745
18	Term	215,725	231,279	241,161	229,769	244,798	247,641	240,564	237,277	227,132	235,741	236,972
	Mortgage-backed securities
19	Overnight and continuing	102,984	103,058	97,763	99,054	101,963	93,063	94,772	100,691	99,090	97,104	98,960
20	Term	379,992	395,634	394,912	390,497	390,030	392,327	401,115	400,199	383,039	396,190	398,574
	Corporate securities
21	Overnight and continuing	113,021	110,668	112,725	109,945	110,273	111,473	112,203	115,769	118,252	118,343	115,210
22	Term	93,505	94,829	94,016	95,485	94,421	92,954	93,245	94,700	95,891	97,639	98,368

	Memo
	Reverse repurchase agreements
23	Overnight and continuing	754,595	793,826	757,925	799,231	781,770	736,926	769,351	749,412	717,110	683,080	720,780
24	Term	1,407,148	1,523,550	1,646,126	1,474,252	1,583,202	1,630,826	1,729,046	1,736,673	1,398,707	1,467,725	1,457,635

	Securities out, U.S. Treasury
25	Overnight and continuing	1,174,763	1,210,142	1,157,255	1,230,868	1,205,063	1,164,381	1,149,918	1,101,406	1,149,325	1,126,035	1,135,268
26	Term	886,633	994,303	1,136,819	946,553	1,059,011	1,108,254	1,236,982	1,247,910	864,868	939,450	945,731
	Federal agency and government-sponsored enterprises
27	Overnight and continuing	297,967	297,232	310,775	292,859	304,411	304,618	317,306	312,848	333,448	320,449	313,846
28	Term	143,737	166,261	171,152	165,729	175,702	169,951	171,549	173,364	153,009	162,885	161,818
	Mortgage-backed securities
29	Overnight and continuing	539,555	548,071	547,043	526,061	535,353	552,900	548,874	558,171	532,592	526,970	506,312
30	Term	229,291	226,211	240,920	231,310	231,750	241,313	247,324	244,032	243,133	256,266	264,710
	Corporate securities
31	Overnight and continuing	262,303	251,120	256,884	258,500	249,619	261,855	249,910	261,716	271,597	270,678	267,634
32	Term	55,147	57,304	56,839	56,032	57,967	57,316	56,039	56,485	55,662	56,837	55,225

	Memo
	Repurchase agreements
33	Overnight and continuing	2,004,038	2,035,842	2,013,599	2,038,778	2,027,419	2,011,693	2,017,000	1,989,958	2,030,157	1,997,648	1,973,141
34	Term	1,232,261	1,353,945	1,519,023	1,315,099	1,435,940	1,488,624	1,624,603	1,637,102	1,235,363	1,331,960	1,348,127

Note. Major changes in the report form filed by primary dealers included a break in many series as of the week ending July 4, 2001. Current weekly data may be found at the Federal Reserve Bank of New York website under the Primary Dealer heading.

1. Data for positions and financing are obtained from reports submitted to the Federal Reserve Bank of New York by the U.S. government securities dealers on its published list of primary dealers. Weekly figures are close-of-business Wednesday data. Positions for calendar days of the report week are assumed to be constant. Monthly averages are based on the number of calendar days in the month. Return to table

2. Net outright positions include all U.S. government, federal agency, government-sponsored enterprise, mortgage-backed, and corporate securities scheduled for immediate and forward delivery, as well as U.S. government securities traded on a when-issued basis between the announcement and issue date. Return to table

3. Figures cover financing U.S. government, federal agency, government-sponsored enterprise, mortgage-backed, and corporate securities. Financing transactions for Treasury inflation-protected securities (TIPS) are reported in actual funds paid or received, except for pledged securities. TIPS that are issued as pledged securities are reported at par value, which is the value of the security at original issuance (unadjusted for inflation). Return to table

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Last update: July 27, 2006